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Morgan Stanley Call 32 BAC 20.12..../  DE000MB6NEP2  /

Stuttgart
6/28/2024  8:59:23 PM Chg.+0.050 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.880EUR +6.02% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 32.00 - 12/20/2024 Call
 

Master data

WKN: MB6NEP
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 12/20/2024
Issue date: 5/29/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.32
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.65
Implied volatility: 0.47
Historic volatility: 0.22
Parity: 0.65
Time value: 0.24
Break-even: 40.90
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.78
Theta: -0.01
Omega: 3.38
Rho: 0.10
 

Quote data

Open: 0.850
High: 0.900
Low: 0.850
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.82%
1 Month  
+25.71%
3 Months
  -6.38%
YTD  
+54.39%
1 Year  
+54.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.830
1M High / 1M Low: 0.900 0.700
6M High / 6M Low: 1.020 0.570
High (YTD): 1/31/2024 1.020
Low (YTD): 1/2/2024 0.650
52W High: 1/31/2024 1.020
52W Low: 10/12/2023 0.232
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.815
Avg. volume 1M:   0.000
Avg. price 6M:   0.812
Avg. volume 6M:   0.000
Avg. price 1Y:   0.620
Avg. volume 1Y:   0.000
Volatility 1M:   91.36%
Volatility 6M:   88.92%
Volatility 1Y:   107.87%
Volatility 3Y:   -